+420.9%
FSLR vs BIIB
-21.7%
+442.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 7D | -12.0% | +2.7% | -14.7% | -12.3% |
| 30D | -7.7% | +9.4% | -17.1% | -8.9% |
| 3M | -24.0% | +19.9% | -43.9% | -26.0% |
| 6M | -24.4% | +25.6% | -50.1% | -27.1% |
| YTD | -34.0% | +42.3% | -76.4% | -37.9% |
| 1Y | -35.6% | +55.1% | -90.7% | -40.2% |
| 3Y | +28.7% | +11.4% | +17.2% | +24.1% |
| 5Y | +55.3% | -7.4% | +62.7% | +51.6% |
| All | +420.9% | -21.7% | +442.5% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling